If you have to extract XMLs stored in all the rows then you can iterate through all the rows one by one by using a WHILE loop or a CURSOR and extract data in separate files. You can provide unique names to your files dynamically by tweaking the above code.

Error = [Microsoft][SQL Server Native Client 11.0]A network-related or instance-specific error has occurred while establishing a connection to SQL Server. Server is not found or not accessible. Check if instance name is correct and if SQL Server is configured to allow remote connections. For more information see SQL Server Books Online.

Can you please help me in this. I have also reconfigured xp_cmdshell to allow it.